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Derivative Instruments (Tables)
12 Months Ended
Dec. 31, 2021
Derivative Instruments  
Schedule of amounts recorded in the Company's consolidated balance sheets for derivatives not designated as hedging instruments

December 31, 2021

December 31, 2020

Fair

Notional

Fair

Notional

(dollars in thousands)

    

    

Value

    

Amount

    

Value

    

Amount

Asset Derivatives

 

Consolidated Balance Sheet Location

 

  

 

  

 

  

 

  

Interest rate swaps

 

Other assets

$

1,366

$

44,826

$

569

$

44,597

Interest rate lock commitments

 

Other assets

1,507

52,316

10,124

270,103

Forward loan sales commitments

 

Other assets

 

490

 

13,418

 

2,664

 

86,990

TBA mortgage backed securities

 

Other assets

 

34

 

97,000

 

 

Total asset derivatives

 

  

$

3,397

$

207,560

$

13,357

$

401,690

Liability Derivatives

 

  

 

  

 

  

 

  

 

  

Interest rate swaps

 

Accrued expenses and other liabilities

$

1,368

$

44,826

$

572

$

44,597

TBA mortgage backed securities

 

Accrued expenses and other liabilities

2,339

307,000

Total liability derivatives

 

  

$

1,368

$

44,826

$

2,911

$

351,597

Schedule of gain (loss) recognized on derivatives instruments

Year ended

Consolidated Statements

December 31, 

December 31, 

December 31, 

(dollars in thousands)

    

of Income Location

    

2021

    

2020

    

2019

Interest rate swaps

 

Other noninterest income

$

1

$

(3)

$

Interest rate lock commitments

 

Mortgage banking

(8,660)

8,798

1,216

Forward loan sales commitments

 

Mortgage banking

(2,174)

2,271

400

TBA mortgage backed securities

 

Mortgage banking

 

5,220

 

(12,997)

(109)

Total gain/(loss) from derivative instruments

 

$

(5,613)

$

(1,931)

$

1,507